+7,418.1%
CME vs AME
+4,733.7%
+2,684.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.8% |
| 7D | +0.9% | -5.2% | +6.1% | +3.4% |
| 30D | +13.2% | -8.0% | +21.2% | +17.4% |
| 3M | +16.3% | -8.9% | +25.2% | +20.7% |
| 6M | +7.1% | -5.0% | +12.1% | +7.9% |
| YTD | +15.8% | +11.9% | +3.9% | +5.8% |
| 1Y | +17.1% | +16.6% | +0.4% | +4.3% |
| 3Y | +63.2% | +62.5% | +0.7% | +15.5% |
| 5Y | +70.2% | +67.6% | +2.6% | +15.7% |
| 10Y | +337.0% | +450.4% | -113.4% | +37.2% |
| All | +7,418.1% | +4,733.7% | +2,684.4% | +709.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling